TRUT vs. IGM

Last updated Apr 1, 2026

Compare and contrast key facts about Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech Sector ETF (IGM).

TRUT and IGM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025. IGM is a passively managed fund by iShares that tracks the performance of the S&P North American Technology Sector Index. It was launched on Mar 13, 2001.

Performance

TRUT vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

TRUT vs. IGM - Yearly Performance Comparison

	2026 (YTD)	2025
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%
IGM iShares Expanded Tech Sector ETF	-8.21%	12.72%

Returns By Period

In the year-to-date period, TRUT achieves a -9.61% return, which is significantly lower than IGM's -8.21% return.

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGM

• 1D: 4.59%
• 1M: -4.57%
• YTD: -8.21%
• 6M: -5.83%
• 1Y: 30.94%
• 3Y*: 28.28%
• 5Y*: 14.37%
• 10Y*: 20.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRUT vs. IGM - Expense Ratio Comparison

TRUT has a 0.13% expense ratio, which is lower than IGM's 0.46% expense ratio.

IGM

iShares Expanded Tech Sector ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

TRUT vs. IGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGM

IGM Risk / Return Rank: 71
IGM Sharpe Ratio Rank: 70
IGM Sortino Ratio Rank: 74
IGM Omega Ratio Rank: 71
IGM Calmar Ratio Rank: 76
IGM Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRUT vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech Sector ETF (IGM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TRUT	IGM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.16	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.43	-0.46

Correlation

The correlation between TRUT and IGM is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TRUT vs. IGM - Dividend Comparison

TRUT's dividend yield for the trailing twelve months is around 0.15%, less than IGM's 0.18% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGM iShares Expanded Tech Sector ETF	0.18%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%

Drawdowns

TRUT vs. IGM - Drawdown Comparison

The maximum TRUT drawdown since its inception was -18.55%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for TRUT and IGM.

Drawdown Indicators

	TRUT	IGM	Difference
Max Drawdown Largest peak-to-trough decline	-18.55%	-65.59%	+47.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.68%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.68%	—
Current Drawdown Current decline from peak	-15.13%	-12.61%	-2.52%
Average Drawdown Average peak-to-trough decline	-5.79%	-15.32%	+9.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.83%	—

Volatility

Volatility by Period

	TRUT	IGM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	26.68%	-5.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	25.56%	-4.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	24.41%	-3.00%